O korrektnosti semeĭstv funkt︠s︡iĭ riskovykh predpochteniĭ investora dli︠a︡ kontinualʹnogo kriterii︠a︡ VaR
By: G.A. Agasandi︠a︡n
Series: Soobshchenii︠a︡ po prikladnoĭ matematike
Publisher: Vychislitelʹnyĭ t︠s︡entr im. A.A. Dorodnit︠s︡yna RAN
Published: 2009
Place of publication: Moskva
Language: rus
Number of pages: 31
Subjects: Asset-liability management; Mathematical models; Risk management
Notes: Includes bibliographical references.